Non-Life Insurance Mathematics - Couverture souple

Livre 37 sur 261: Universitext

Mikosch, Thomas

 
9783540406501: Non-Life Insurance Mathematics
Couverture souple
ISBN 10 : 3540406506 ISBN 13 : 9783540406501
Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2003

Synopsis

This book offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties. Throughout the book the language of stochastic processes is used for describing the dynamics of an insurance portfolio in claim size space and time. In addition to the standard actuarial notions, the reader learns about the basic models of modern non-life insurance mathematics: the Poisson, compound Poisson and renewal processes in collective risk theory and heterogeneity and Buhlmann models in experience rating.The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy. Special emphasis is given to the phenomena which are caused by large claims in these models. What makes this book special are more than 100 figures and tables illustrating and visualizing the theory. Every section ends with extensive exercises. They are an integral part of this course since they support the access to the theory. The book can serve either as a text for an undergraduate/graduate course on non-life insurance mathematics or applied stochastic processes. Its content is in agreement with the European "Groupe Consultatif" standards. An extensive bibliography, annotated by various comments sections with references to more advanced relevant literature, make the book broadly and easiliy accessible.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Date d'édition
2003
Langue
anglais
ISBN 10 
3540406506
ISBN 13 
9783540406501
Reliure
Broché
Numéro d'édition
2
Nombre de pages
246
Coordonnées du fabricant
non disponible
Personne responsable
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